Anic Equity

'#---------------------------------------------------------#'

Total return since start: 0.051 %

'#---------------------------------------------------------#'

Equity now: -----------------------------> 32097.22 Kr

Max Equity ever reached: ------------> 35116.35 Kr

Portfolio value: --------------------------> 29163.83 Kr

PnL: ---------------------------------------> -161.23 Kr

DD now: ---------------------------------> -8.598 %

'#-------------------------------#'

'Warning New Max DD!!!'

'Max DD: --------------------------------------------> 8.598 %'

Max dd limit for shutdown: ------------->34 %

'#-------------------------------#'

Max portfolio DD since start: ----> -8.598 %

Updated:

'2022-03-10 09:20:51.462906'

Anic Portfolio

Today

Return: 0.0 %

This Week

Return: 0.0 %

Anic Portfolio

Total

Return: 5.078 %

Anic Portfolio Holdings

	volume	value	profit	profitPercent	acquiredValue
name
Lyckegård Group	1791	7432.65	0.00	0.0	7432.65000
Akelius Residential Prop. D	357	6440.58	2.27	0.04	6438.30679
CoinShares International	52	3900.00	-31.20	-0.79	3931.20000
B3 Consulting Group	30	3090.00	-45.00	-1.44	3135.00000
Prevas B	23	2162.00	-62.10	-2.79	2224.10000
Image Systems	1085	1475.60	0.00	0.0	1475.60000
Gasporox	146	1474.60	0.00	0.0	1474.60000
Vicore Pharma Holding	85	1472.20	0.00	0.0	1472.20000
Thunderful Group	36	1420.20	-25.20	-1.74	1445.40000
ScandBook Holding	10	296.00	0.00	0.0	296.00000
TOTAL		29163.83	-161.23	-8.59751%	29325.05679

Updated:

'2022-03-10 09:20:54.636116'

None

In or Out of market? In if Signal > -10, else out of market!

	OMXS30	ACTI	ANOT	ARISE	BEGR	BRG B	BORG	BONG	NELLY	CCOR B	...	TITA B	MESTRO	VIVA	CASE	NAIG B	MTI	W5	DE	L2S	NEWBRY
Time
2021-08-16	2396.9914	1.480	1.004	42.35	83.4	5.44	35.65	0.748	33.50	6.94	...	24.50	18.80	60.0	21.0	7.30	13.600	25.5	60.0	5.00	13.70
2021-08-17	2367.2600	1.464	1.028	43.00	82.4	5.36	35.10	0.730	32.75	6.86	...	24.50	18.80	60.0	21.0	7.30	13.600	25.5	60.0	5.00	13.70
2021-08-18	2385.5848	1.440	0.980	41.65	84.2	5.30	34.95	0.712	33.50	6.72	...	24.50	18.80	60.0	21.0	7.30	13.600	25.5	60.0	5.00	13.70
2021-08-19	2341.6761	1.460	0.958	43.00	83.4	5.34	35.85	0.706	34.25	6.92	...	24.50	18.80	60.0	21.0	7.30	13.600	25.5	60.0	5.00	13.70
2021-08-20	2330.2999	1.466	0.898	42.90	78.0	5.22	36.20	0.694	33.35	6.82	...	24.50	18.80	60.0	21.0	7.30	13.600	25.5	60.0	5.00	13.70
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
2022-02-25	2100.7926	0.990	0.655	43.05	129.5	4.68	43.20	0.830	25.30	5.74	...	17.25	8.90	54.5	22.0	6.78	7.780	22.9	51.0	2.16	8.46
2022-02-28	2094.4017	1.030	0.661	42.40	128.5	4.93	46.95	0.800	26.00	5.80	...	19.00	9.00	55.5	22.1	7.10	7.301	27.3	54.2	2.36	9.96
2022-03-01	2122.3837	1.030	0.679	44.30	141.5	5.06	47.30	0.812	25.00	6.28	...	18.00	11.15	55.3	23.4	7.50	7.799	32.0	54.0	2.21	9.10
2022-03-02	2066.2732	1.070	0.637	42.90	145.0	4.67	46.95	0.820	24.00	6.74	...	17.30	9.90	50.0	22.7	6.78	7.999	33.9	53.4	2.25	11.25
2022-03-03	2084.9815	1.020	0.629	42.50	142.5	4.69	47.65	0.802	24.50	6.10	...	17.30	9.20	50.8	23.4	6.86	8.020	38.8	54.0	2.23	10.80

141 rows × 530 columns

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.